In the modern trading environment, firms cannot be focused simply on historic TCA reporting; they must instead provide real-time tools that deliver live insight and generate actionable intelligence. Their infrastructures must handle massive data sets that are being constantly update millisecond-by-millisecond and provide transparency into trading execution quality, order routing logic across venues, P&L, transaction cost, and all types of risk.

With the SAP/Panopticon platform, you can monitor orders in real time as they are being executed as well as perform in depth analysis of previous periods. Panopticon’s data visualization tools allow you to monitor by exception – focus on patterns in the data, see outliers, spot clusters and examine trends. This a mission critical capability given the large amounts of data that must be analyzed.

The SAP/Panopticon platform is ideal base for execution consulting services and supports every phase of the trading cycle, including: pre-trade analytics, real time monitoring of client orders, post-trade analytics.

Agenda

Demonstration platform incorporating:

Complex Event Processing (CEP) by the SAP Sybase Event Stream Processor, which continuously aggregates streams of executions to orders, while simultaneously maintaining state and updating metrics as fills progress relative to market conditions.

Storage of history tick data in the SAP HANA in-memory appliance coupled with the SAP Sybase IQ column-oriented database. This powerful combination store market data plus the orders and fills and also performs the necessary calculations for post and pre-trade analytics.

Interactive visual analytics by the Panopticon data visualization system, which provides the ability to monitor real-time trading activity plus historical review of time series data for pre- and post-trade analysis.